[R] exponential of a matrix
maechler at stat.math.ethz.ch
Fri Nov 14 19:27:14 CET 2008
>>>>> "MM" == Martin Maechler <maechler at stat.math.ethz.ch>
>>>>> on Fri, 14 Nov 2008 18:05:54 +0100 writes:
>>>>> "DW" == David Winsemius <dwinsemius at comcast.net>
>>>>> on Tue, 11 Nov 2008 17:52:18 -0500 writes:
DW> In 2004 Martyn Plummer said that functionality was
DW> available in packages msm (as MatrixExp) and Lindsey's
DW> rmutils (as mexp)
MM> Well, these two use one of the very dubious ways mentioned below.
oops! I'm wrong : MatrixExp() in 'msm',
does, by default (method = "pade") say to use the recommended standard
algorithm (squaring + Pade + scaling).
Last time this came up on the mailing list, for some reason we
had completely overlooked this one ... or it was not yet
My apologies to Chris Jackson, the msm author, whose function
we've overlooked there.
Martin Maechler, ETH Zurich
DW> David Firth also offered:
MM> yes, and that method (and a slight variation of it which uses
MM> LAPACK code) is also part of the 'expm' package on R-forge which
MM> I mentioned in my other reply in this thread (a few minutes
MM> Martin Maechler
DW> -- David Winsemius
DW> On Nov 11, 2008, at 5:20 PM, Terry Therneau wrote:
>>> Is the matrix exponential available in some package?
>>> The cannonical reference is "Nineteen dubious ways to
>>> take the exponential of a matrix". (Love that title)
>>> Terry T.
MM> R-help at r-project.org mailing list
MM> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
MM> and provide commented, minimal, self-contained, reproducible code.
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